Foreign Exchange Market Empirical Studies With High-Frequency Data

This book brings together a number of research studies, all of which examine the behavior of foreign exchange rates. The main focus of the collection is on empirical characterization of high-frequency exchange rate data. The pioneering studies demonstrate and explain, among other things, the regular patterns in intra-day foreign exchange rate activity and the effects of macroeconomic news on rates and analyze the profitability of technical trading rules in these markets.Goodhart, Charles is the author of 'Foreign Exchange Market Empirical Studies With High-Frequency Data' with ISBN 9780312235642 and ISBN 031223564X.